/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */

/*
 Copyright (C) 2006 Mark Joshi

 This file is part of QuantLib, a free-software/open-source library
 for financial quantitative analysts and developers - http://quantlib.org/

 QuantLib is free software: you can redistribute it and/or modify it
 under the terms of the QuantLib license.  You should have received a
 copy of the license along with this program; if not, please email
 <quantlib-dev@lists.sf.net>. The license is also available online at
 <http://quantlib.org/license.shtml>.

 This program is distributed in the hope that it will be useful, but WITHOUT
 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
 FOR A PARTICULAR PURPOSE.  See the license for more details.
*/


#ifndef quantlib_collect_node_data_hpp
#define quantlib_collect_node_data_hpp

#include <ql/types.hpp>
#include <vector>

namespace QuantLib {

    class MarketModelEvolver;
    class MarketModelMultiProduct;
    class MarketModelNodeDataProvider;
    class MarketModelExerciseValue;
    struct NodeData;

    void collectNodeData(MarketModelEvolver& evolver,
                         MarketModelMultiProduct& product,
                         MarketModelNodeDataProvider& dataProvider,
                         MarketModelExerciseValue& rebate,
                         MarketModelExerciseValue& control,
                         Size numberOfPaths,
                         std::vector<std::vector<NodeData> >& collectedData);

}

#endif
